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科研机构
数学与系统科学研究... [13]
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期刊论文 [13]
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2022 [1]
2020 [2]
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专题:数学与系统科学研究院
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A NOVEL AUGMENTED LAGRANGIAN METHOD OF MULTIPLIERS FOR OPTIMIZATION WITH GENERAL INEQUALITY CONSTRAINTS
期刊论文
MATHEMATICS OF COMPUTATION, 2022, 页码: 30
作者:
Liu, Xin-Wei
;
Dai, Yu-Hong
;
Huang, Ya-Kui
;
Sun, Jie
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  |  
浏览/下载:44/0
  |  
提交时间:2023/02/07
Nonlinear programming
inequality-constrained optimization
augmented Lagrangian method of multipliers
strong global convergence
local convergence
Fast algorithms for sparse portfolio selection considering industries and investment styles
期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27
作者:
Dong, Zhi-Long
;
Xu, Fengmin
;
Dai, Yu-Hong
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  |  
浏览/下载:20/0
  |  
提交时间:2020/06/30
Portfolio selection
Industry classification
Style investment
ADMM
Sparse optimization
LOW-RANK MATRIX ITERATION USING POLYNOMIAL-FILTERED SUBSPACE EXTRACTION
期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2020, 卷号: 42, 期号: 3, 页码: A1686-A1713
作者:
Li, Yongfeng
;
Liu, Haoyang
;
Wen, Zaiwen
;
Yuan, Ya-Xiang
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  |  
浏览/下载:12/0
  |  
提交时间:2020/09/23
low-rank matrix iteration
eigenvalue decomposition
inexact optimization method
polynomial filter
subspace extraction
Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights
期刊论文
MATHEMATICAL PROGRAMMING, 2019, 卷号: 173, 期号: 1-2, 页码: 37-77
作者:
Chen, Caihua
;
Li, Min
;
Liu, Xin
;
Ye, Yinyu
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  |  
浏览/下载:58/0
  |  
提交时间:2019/03/11
Nonseparable convex minimization
Alternating direction method of multipliers
Block coordinate descent method
Iterate convergence
Random permutation
A SEMISMOOTH NEWTON METHOD FOR SEMIDEFINITE PROGRAMS AND ITS APPLICATIONS IN ELECTRONIC STRUCTURE CALCULATIONS
期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2018, 卷号: 40, 期号: 6, 页码: A4131-A4157
作者:
Li, Yongfeng
;
Wen, Zaiwen
;
Yang, Chao
;
Yuan, Ya-Xiang
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  |  
浏览/下载:14/0
  |  
提交时间:2019/03/05
semidefinite programming
ADMM
semismooth Newton method
electronic structure calculation
two-body reduced density matrix
INEXACT SOLVERS FOR SADDLE-POINT SYSTEM ARISING FROM DOMAIN DECOMPOSITION OF LINEAR ELASTICITY PROBLEMS IN THREE DIMENSIONS
期刊论文
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2011, 卷号: 8, 期号: 1, 页码: 156-173
作者:
Chen, Xingding
;
Hu, Qiya
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  |  
浏览/下载:6/0
  |  
提交时间:2018/07/30
Domain decomposition
geometrically non-conforming
Lagrange multiplier
saddle-point system
preconditioners
condition number
Numerical integrations and unit resolution multipliers for domain decomposition methods with nonmatching grids
期刊论文
COMPUTING, 2005, 卷号: 74, 期号: 2, 页码: 101-129
作者:
Hu, Q
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  |  
浏览/下载:14/0
  |  
提交时间:2018/07/30
domain decomposition
nonmatching grids
mortar element
numerical integration
error estimate
unit resolution multiplier
smooth basis
Efficient solvers for saddle-point problems arising from domain decompositions with Lagrange multipliers
期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2004, 卷号: 42, 期号: 3, 页码: 905-933
作者:
Hu, QY
;
Shi, ZC
;
Yu, DH
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  |  
浏览/下载:13/0
  |  
提交时间:2018/07/30
domain decomposition
nonmatching grids
mortar element
Lagrange multiplier
weighted saddle-point problem
preconditioner
condition number
epsilon-weak minimal solutions of vector optimization problems with set-valued maps
期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2000, 卷号: 106, 期号: 3, 页码: 569-579
作者:
Rong, WD
;
Wu, YN
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  |  
浏览/下载:6/0
  |  
提交时间:2018/07/30
set-valued maps
vector optimization problems
cone-subconvexlikeness
epsilon-weak minimal solutions
Super efficiency in vector optimization of set-valued maps
期刊论文
PROGRESS IN NATURAL SCIENCE, 1998, 卷号: 8, 期号: 6, 页码: 660-671
作者:
Li, ZF
;
Wang, SY
;
Luis, C
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  |  
浏览/下载:10/0
  |  
提交时间:2018/07/30
super efficiency
vector optimization of set-valued maps
Lagrange multipliers
saddle points
duality
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